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Notes on dynamic factor pricin...
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1
Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1641-1701
Persistent link: https://www.econbiz.de/10001508760
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2
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo
;
Simonov, Andrei
-
2000
Persistent link: https://www.econbiz.de/10001508934
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3
The impact of portfolio constraints in infinite-horizon incomplete-markets models
Judd, Kenneth L.
;
Kubler, Felix
;
Schmedders, Karl
- In:
The theory of markets : [proceedings of the Colloquium …
,
(pp. 193-215)
.
1999
Persistent link: https://www.econbiz.de/10001509034
Saved in:
4
The stability of Australian industry betas
Shan, Wong Chin
;
Alles, Lakshman
-
2000
Persistent link: https://www.econbiz.de/10001509354
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5
Papers and proceedings, sixtieth annual meeting / American Finance Association : Boston, Massachusetts, January 7 - 9, 2000
Allen, Franklin
(
contributor
)
-
American Finance Association
-
2000
Persistent link: https://www.econbiz.de/10001509507
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6
Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
-
2000
Persistent link: https://www.econbiz.de/10001510239
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GMM with weak identification
Stock, James H.
;
Wright, Jonathan H.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1055-1096
Persistent link: https://www.econbiz.de/10001510570
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8
Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens
-
2000
Persistent link: https://www.econbiz.de/10001511077
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9
C-
CAPM
and equity risk premium in Thailand
Sedthapinun, Thatchai
-
2000
Persistent link: https://www.econbiz.de/10001512041
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10
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
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